Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1382402.036 | 1297139.823 | 85262.2129 | -812061.1904 | -50358.1645 | -761703.0259 |
Total P&L (%) | 1382.402 | 1297.1398 | 85.2622 | -812.0612 | -50.3582 | -761.703 |
Avg Daily Profit (%) | 0.7691 | 0.7216 | 0.0474 | 0 | -0.039 | 0 |
Buy And Hold Return (%) | 35.7575 | 35.7575 | 35.7575 | 35.7575 | 35.7575 | 35.7575 |
Max Trade Drawdown | -139214 | -41368 | -119012 | -974083 | -296886 | -781953 |
Profit Factor | 4.7054 | 8.7007 | 1.4167 | 0.586 | 0.936 | 0.3518 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 32 | 12 | 20 | 31 | 18 | 13 |
Losing Trades | 32 | 20 | 12 | 33 | 14 | 19 |
Profitability (%) | 50 | 37.5 | 62.5 | 48.4375 | 56.25 | 40.625 |
Ratio Avg Win / Avg Loss | 4.7054 | 14.5011 | 0.85 | 0.6238 | 0.728 | 0.5141 |
Largest Winning Trade | 1327687 | 1327687 | 86603 | 147220 | 86313 | 147220 |
Largest Losing Trade | -119012 | -19982 | -119012 | -262341 | -209557 | -262341 |
Avg Bars in Trades | 49 | 30 | 68 | 49 | 30 | 68 |
Avg Bars in Winners | 73 | 53 | 86 | 26 | 18 | 37 |
Avg Bars in Losers | 25 | 17 | 38 | 71 | 46 | 89 |
Bars Traded | 3170 | 985 | 2185 | 3170 | 985 | 2185 |
Profit Streak | 0 | 0 | 0 | 50.9627 | 50.9627 | 75.4627 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123019 | 580715 | -133168 | -723896 | -579435 | -583491 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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